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Report NEP-FMK-2017-08-06
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Stefano Ciliberti & Emmanuel S'eri'e & Guillaume Simon & Yves Lemp'eri`ere & Jean-Philippe Bouchaud, 2017, "The "Size Premium" in Equity Markets: Where is the Risk?," Papers, arXiv.org, number 1708.00644, Aug, revised Aug 2017.
- Item repec:grz:wpsses:2017-05 is not listed on IDEAS anymore
- Renuka Sane, 2017, "Stock market participation in the aftermath of an accounting scandal," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2017-006, Jul.
- Shai Bernstein & Josh Lerner & Filippo Mezzanotti, 2017, "Private Equity and Financial Fragility during the Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 23626, Jul.
- Ghysels, Eric & Chabot, Benjamin & Kurz, Christopher & Brownlees, Christian, 2017, "Back to the Future: Backtesting Systemic Risk Measures during Historical Bank Runs and the Great Depression," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12178, Jul.
- Chong, Terence Tai Leung & He, Qing & Ip, Hugo Tak Sang & Siu, Jonathan T., 2017, "Profitability of CAPM Momentum Strategies in the US Stock Market," MPRA Paper, University Library of Munich, Germany, number 80563, Jun.
- Ghysels, Eric & Liu, Hanwei, 2017, "Downside Risk in the Chinese Stock Market - Has it Fundamentally Changed?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12180, Jul.